UniCredit Call 130 TSM 15.01.2025
/ DE000HD4YVV1
UniCredit Call 130 TSM 15.01.2025/ DE000HD4YVV1 /
| 8/2/2024 7:26:50 PM |
Chg.-0.580 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.840EUR |
-16.96% |
2.840
Bid Size: 10,000 |
2.870
Ask Size: 10,000 |
Taiwan Semiconductor... |
130.00 - |
1/15/2025 |
Call |
Master data
| WKN: |
HD4YVV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
1/15/2025 |
| Issue date: |
4/24/2024 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.32 |
| Parity: |
0.73 |
| Time value: |
2.14 |
| Break-even: |
158.70 |
| Moneyness: |
1.06 |
| Premium: |
0.16 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
1.06% |
| Delta: |
0.65 |
| Theta: |
-0.08 |
| Omega: |
3.11 |
| Rho: |
0.27 |
Quote data
| Open: |
2.940 |
| High: |
2.980 |
| Low: |
2.730 |
| Previous Close: |
3.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.24% |
| 1 Month |
|
|
-48.46% |
| 3 Months |
|
|
+27.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.790 |
2.840 |
| 1M High / 1M Low: |
6.040 |
2.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
